-57.5%
JD vs FRSH
-70.6%
+13.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.7% | +6.6% | +3.0% |
| 7D | -1.7% | -8.2% | +6.5% | +0.2% |
| 30D | -13.2% | +10.5% | -23.7% | -15.5% |
| 3M | -3.2% | +32.7% | -35.9% | -10.2% |
| 6M | +15.2% | +50.3% | -35.1% | +2.5% |
| YTD | +2.0% | +3.9% | -1.9% | -1.3% |
| 1Y | -5.4% | -2.2% | -3.2% | -7.2% |
| 3Y | -9.1% | -42.9% | +33.8% | -1.6% |
| All | -57.5% | -70.6% | +13.1% | -55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FRSH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling